Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 2
Results: 10
Assessment of Local Influence in GARCH Processes.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 301, doi. 10.1046/j.0143-9782.2003.00351.x
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- Article
Kernel matching scheme for block bootstrap of time series data.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 199, doi. 10.1046/j.0143-9782.2003.00345.x
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- Article
A class of modified high-order autoregressive models with improved resolution of low-frequency cycles.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 235, doi. 10.1046/j.0143-9782.2003.00347.x
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- Article
Inference for Autocorrelations in the Possible Presence of a Unit Root.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 251, doi. 10.1046/j.0143-9782.2003.00348.x
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- Article
Some comments on specification tests in nonparametric absolutely regular processes.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 159, doi. 10.1111/j.1467-9892.2004.00343.x
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- Article
Partial Likelihood Inference For Time Series Following Generalized Linear Models.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 173, doi. 10.1046/j.0143-9782.2003.00344.x
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- Article
M-Estimation for regressions with integrated regressors and arma errors.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 283, doi. 10.1046/j.0143-9782.2003.00350.x
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- Article
Subsampling the mean of heavy-tailed dependent observations.
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- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 217, doi. 10.1046/j.0143-9782.2003.00346.x
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- Article
Book review.
- Published in:
- 2004
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- Publication type:
- Book Review
On the Autocorrelation Properties of Long-Memory GARCH Processes.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 2, p. 265, doi. 10.1046/j.0143-9782.2003.00349.x
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- Article